Financial Derivatives Modeling
ISBN:
978-3-642-44436-4
Auflage:
2011
Verlag:
Springer Berlin
Land des Verlags:
Deutschland
Erscheinungsdatum:
07.10.2014
Format:
Softcover
Seitenanzahl:
319
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This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates and foreign exchange) and stretching from Black and Scholes' lognormal modeling to current-day research on skew and smile models. The intended reader has a solid mathematical background and is a graduate/final-year undergraduate student specializing in Mathematical Finance, or works at a financial institution such as an investment bank or a hedge fund.
Schlagwörter
